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This paper provides a production-based equilibrium model with a recursive-preferences investor, which successfully explains the equity premium puzzle and the large negative variance risk premium with a low risk aversion setting, and theoretically generates the negative sign of the diffusive volatility risk...
adose the rise of a contingent work force mean that traditional jobs, in which workers can expect a long term relationship with their employer, will soon be far-away. 药量传统工作,工作者能期望与他们的雇主的一个长的期限关系,很快将是遥远的一个意外力量手段的上升。[translate] ...